Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise

By V. Drăgan, T. Morozan. 2002

110 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/3c61c488c6cd536c497f716a7ee1a53f440d771d

Citations in the corpus

• Stability analysis for stochastic hybrid systems: A survey (2014, unknown): “…literature (Aberkane, 2011; Basak, Bisi, & Ghosh, 1996; Bolzern, Colaneri, & De Nicolao, 2010; Boukas, 2006b; Boukas & Shi, 1998; de Souza, 2006; Dragan & Morozan, 2002; El Ghaoui & Ait Rami, 1996; Fang & Loparo, 2002; Feng, Loparo, Ji, & Chizeck, 1992; Fragoso & Baczynski, 2002a,b; Fragoso &…”
• Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching (2008, unknown): “For a more detailed account on hybrid systems please see [1,4,5,9–11 , + g ( x ( t ), x ( t − τ), t , r ( t )) d B ( t ).”